+465.0%
JPM vs CI
+146.2%
+318.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +3.5% | +1.2% | +2.3% | +3.1% |
| 30D | +3.3% | +2.6% | +0.7% | +2.3% |
| 3M | -4.2% | +7.4% | -11.6% | -6.7% |
| 6M | +16.4% | -0.1% | +16.5% | +15.6% |
| YTD | +9.5% | +9.7% | -0.2% | +4.8% |
| 1Y | +14.0% | +12.1% | +1.9% | +8.3% |
| 3Y | +153.1% | +7.0% | +146.0% | +131.3% |
| 5Y | +134.9% | +49.7% | +85.2% | +79.4% |
| All | +465.0% | +146.2% | +318.8% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling